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In this paper we introduce a novel approach to risk estimation based on nonlinear factor models - the "StressVaR" (SVaR). Developed to evaluate the risk of hedge funds, the SVaR appears to be applicable to a wide range of investments. Its…

Risk Management · Quantitative Finance 2009-11-23 Cyril Coste , Raphael Douady , Ilija I. Zovko

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…

Methodology · Statistics 2024-03-08 Ryan P. Kelly , David J. Nott , David T. Frazier , David J. Warne , Chris Drovandi

With the advent of large language models (LLMs), numerous Post-Training Quantization (PTQ) strategies have been proposed to alleviate deployment barriers created by their enormous parameter counts. Quantization achieves compression by…

Machine Learning · Computer Science 2025-09-24 Wonjun Bang , Jongseok Park , Hongseung Yu , Kyungmin Bin , Kyunghan Lee

In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…

Numerical Analysis · Mathematics 2016-11-15 Qiuqi Li , Lijian Jiang

A machine learning-based detection framework is proposed to detect a class of cyber-attacks that redistribute loads by modifying measurements. The detection framework consists of a multi-output support vector regression (SVR) load predictor…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Zhigang Chu , Oliver Kosut , Lalitha Sankar

Visual reprogramming (VR) is a prompting technique that aims to re-purpose a pre-trained model (e.g., a classifier on ImageNet) to target tasks (e.g., medical data prediction) by learning a small-scale pattern added into input images…

Machine Learning · Computer Science 2024-06-06 Chengyi Cai , Zesheng Ye , Lei Feng , Jianzhong Qi , Feng Liu

As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample approaches exist to SDR, some of the most recent of which…

Methodology · Statistics 2020-12-15 Emmanuel Jordy Menvouta , Sven Serneels , Tim Verdonck

Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…

Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…

Machine Learning · Computer Science 2023-08-23 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Johan A. K. Suykens

Recently, local SGD has got much attention and been extensively studied in the distributed learning community to overcome the communication bottleneck problem. However, the superiority of local SGD to minibatch SGD only holds in quite…

Machine Learning · Computer Science 2021-06-15 Tomoya Murata , Taiji Suzuki

In this paper, the problem of channel estimation for LTE Downlink system in the environment of high mobility presenting non-Gaussian impulse noise interfering with reference signals is faced. The estimation of the frequency selective time…

Information Theory · Computer Science 2014-12-30 Anis Charrada , Abdelaziz Samet

Support matrix machine (SMM) is a successful supervised classification model for matrix-type samples. Unlike support vector machines, it employs low-rank regularization on the regression matrix to effectively capture the intrinsic structure…

Optimization and Control · Mathematics 2024-12-12 Can Wu , Dong-Hui Li , Defeng Sun

Support Vector Machine (SVM) is a robust machine learning algorithm with broad applications in classification, regression, and outlier detection. SVM requires tuning the regularization parameter (RP) which controls the model capacity and…

Machine Learning · Statistics 2023-05-18 Mahdi Shamsi , Soosan Beheshti

This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…

Fluid Dynamics · Physics 2024-11-27 Ashton Hetherington , Javier López Leonés , Soledad Le Clainche

Self-supervised representation learning~(SSRL) has advanced considerably by exploiting the transformation invariance assumption under artificially designed data augmentations. While augmentation-based SSRL algorithms push the boundaries of…

Machine Learning · Computer Science 2024-03-22 Yi Sui , Tongzi Wu , Jesse C. Cresswell , Ga Wu , George Stein , Xiao Shi Huang , Xiaochen Zhang , Maksims Volkovs

A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spatio-temporal data, most methods do not take the spatial and…

Methodology · Statistics 2020-12-21 Zhenzhong Wang , Abolfazl Safikhani , Zhengyuan Zhu , David S. Matteson

A light-weight super-resolution (LSR) method from a single image targeting mobile applications is proposed in this work. LSR predicts the residual image between the interpolated low-resolution (ILR) and high-resolution (HR) images using a…

Image and Video Processing · Electrical Eng. & Systems 2023-02-28 Wei Wang , Xuejing Lei , Yueru Chen , Ming-Sui Lee , C. -C. Jay Kuo

Semi-supervised learning (SSL) is an important theme in machine learning, in which we have a few labeled samples and many unlabeled samples. In this paper, for SSL in a regression problem, we consider a method of incorporating information…

Machine Learning · Computer Science 2024-11-20 Katsuyuki Hagiwara

High-dimensional linear classifiers, such as the support vector machine (SVM) and distance weighted discrimination (DWD), are commonly used in biomedical research to distinguish groups of subjects based on a large number of features.…

Methodology · Statistics 2017-10-20 Tianmeng Lyu , Eric F. Lock , Lynn E. Eberly